Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.08% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,633 CHF | 48,544 CHF | 99.30% | 99.30% |
12/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,820 CHF | 48,274 CHF | 98.55% | 98.55% |
11/07/2024 | 2.38% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,532 CHF | 42,511 CHF | 92.38% | 92.38% |
10/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,725 CHF | 38,242 CHF | 98.56% | 98.56% |
09/07/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 106,719 CHF | 36,573 CHF | 99.18% | 99.18% |
08/07/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,717 CHF | 40,239 CHF | 99.29% | 99.29% |
05/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,859 CHF | 31,953 CHF | 99.26% | 99.26% |
04/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 95,068 CHF | 32,689 CHF | 99.31% | 99.31% |
03/07/2024 | 2.53% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,396 CHF | 40,132 CHF | 98.94% | 98.94% |
02/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,343 CHF | 41,114 CHF | 99.14% | 99.14% |